The Killing creator Soren Sveistrup: Sarah Lund will go out on a high in series three

Writer confirms The Killing III will be Sofie Grabol's last case - unlike US/UK series that "go on and on"

Soren Sveistrup, the Danish mastermind behind The Killing, has confirmed what his muse Sofie Grabol said in December: the upcoming third series will be the last.

"It was my own decision to do only three stories," Sveistrup told The Independent on Sunday. "I [could] do hundreds of episodes with Sarah Lund, but I don't think they'd be good ones. I watch a lot of British shows and US shows and they just go and on and on."

Filming on The Killing III, which comes to BBC4 in November, ended a month ago. "It's a great relief right now," Sveistrup admitted. "But think that around Christmas I'll be weeping."

Series three will, as usual, begin with a single murder but then grow to encompass wider social and political issues in Danish society – this time centring on the financial crisis, as Lund's investigation leads her to a billionaire businessman and a prime minister struggling to hold a coalition government together.

"It's all about challenging Lund," Sveistrup explained. "I remember at some point we had a lot of trouble with biker gangs in Denmark and people said to me, 'OK, those can be her new opponents,' but for me they're not big enough.

"Politically this is the final step because we started out in city hall, then we had the minister of justice in the second series and now we have the prime minister. And this time we have other opponents in the financial sector. Every time we turn on our television in Denmark it's something about the financial crisis. I don't know anything about money or stocks or anything, but I know something about emotions and I think that one of the themes in the financial crisis is that everybody's just taking care of themselves."

"I've always been fond of Clint Eastwood," Sveistrup said. "The parts he plays are so silent, sometimes a bit biblical. If you watch Dirty Harry he's not especially likeable and I like that paradox about a character. [Before series one of The Killing] the whole picture of female detectives was so disappointing – high-heeled detectives with a lot of mascara looking good, model types, dating the guy from forensics during the investigation… you just couldn't believe in it."

Sveistrup said Grabol – who once stopped the writer from introducing a romance between Lund and a suspect, telling him "I am Clint Eastwood! He doesn't have a girlfriend" – was not initially seen as a natural fit for the lead role, having previously starred on Danish TV in light romantic comedies. "There was some talk of her not being right for the part. Sofie never did anything sinister at the time, she was very into comedy, she's very likeable.

"But she wanted something else. She was tired of playing the good-looking girl, and it was her idea to use the sweater to extract the whole sexuality from the character – hiding everything."

When the first two series of The Killing were shown on BBC4 in 2011, they won big ratings and rave reviews, including the show topping a poll of Radio Times critics' favourite shows of the year. Sveistrup said success in the UK was what really launched the show as an international hit. "It had [had] great reviews all over – in Germany, in Scandinavia," he said, "but it wasn't generating any more publicity. Then, out of the blue, BBC4 took it [and] it just exploded. That meant a lot, because your country is not known for reading subtitles."

So what about writing a series for British television? "I've had a lot of interest from the UK, but I don't think there's been the right project yet."